Can I import multiple .wrl files into Blender at once?
Script is probably going to be your best bet? This should be safe to tinker with in the scripting screen. Paste, edit dir and run script to check output in the terminal, then uncomment (remove the #) to run and import the files.

import bpy
import os

dir = 'C:\Temp'

for file in os.listdir(os.path.normpath(dir)):
    if file.endswith('.wrl'):
        path = os.path.normpath(os.path.join(dir,file))
        print(path)
        #bpy.ops.import_scene.x3d(filepath=path, axis_forward='Z', axis_up='Y')